Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models
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Publication:109161
DOI10.1080/01621459.2020.1770097MaRDI QIDQ109161FDOQ109161
Authors: Abolfazl Safikhani, Ali Shojaie 
Publication date: 7 July 2020
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Cited In (1)
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